一、背景
网上对于爬取股票数据有相对完善的教程。不过大部分教程都是只能够爬取一段时间的股票数据，针对某一只股票的历史数据爬取，目前还没有看到比较好的教程。下面对近期学的东西进行一点点小结。
二、股票数据爬取网站
网上更多推荐的是东方财富的股票数据，链接为：http://quote.eastmoney.com/stocklist.html
东方财富上能够获得所有股票的编号信息，有助于股票数据的爬取，但是每天的股票数据，大多都在百度股票数据上进行的爬取，爬取数据的网址为：https://gupiao.baidu.com/stock/
对于某一只股票的所有历史数据，这里推荐网易财经，以600000浦发银行为例，查找600000，然后查看其历史数据即可，且历史数据可以直接手动下载。其历史数据的链接为：http://quotes.money.163.com/trade/lsjysj_600000.html#01b07
三、股票数据爬取的一点小技巧
股票数据的量非常大，这里在爬取股票数据的时候，需要注意的就是反爬虫的工作。参考了很多代码，总结出比较好的思路有两个：
一是设置很多header，每次随机抽取一个header进行数据访问。下面给出这些header供参考。
import urllib
import urllib.request
import re
import random
user_agent = ["Mozilla/5.0 (Windows NT 10.0; WOW64)", 'Mozilla/5.0 (Windows NT 6.3; WOW64)',
'Mozilla/5.0 (Windows NT 6.1) AppleWebKit/537.11 (KHTML, like Gecko) Chrome/23.0.1271.64 Safari/537.11',
'Mozilla/5.0 (Windows NT 6.3; WOW64; Trident/7.0; rv:11.0) like Gecko',
'Mozilla/5.0 (Windows NT 5.1) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/28.0.1500.95 Safari/537.36',
'Mozilla/5.0 (Windows NT 6.1; WOW64; Trident/7.0; SLCC2; .NET CLR 2.0.50727; .NET CLR 3.5.30729; .NET CLR 3.0.30729; Media Center PC 6.0; .NET4.0C; rv:11.0) like Gecko)',
'Mozilla/5.0 (Windows; U; Windows NT 5.2) Gecko/2008070208 Firefox/3.0.1',
'Mozilla/5.0 (Windows; U; Windows NT 5.1) Gecko/20070309 Firefox/2.0.0.3',
'Mozilla/5.0 (Windows; U; Windows NT 5.1) Gecko/20070803 Firefox/1.5.0.12',
'Opera/9.27 (Windows NT 5.2; U; zh-cn)',
'Mozilla/5.0 (Macintosh; PPC Mac OS X; U; en) Opera 8.0',
'Opera/8.0 (Macintosh; PPC Mac OS X; U; en)',
'Mozilla/5.0 (Windows; U; Windows NT 5.1; en-US; rv:1.8.1.12) Gecko/20080219 Firefox/2.0.0.12 Navigator/9.0.0.6',
'Mozilla/4.0 (compatible; MSIE 8.0; Windows NT 6.1; Win64; x64; Trident/4.0)',
'Mozilla/4.0 (compatible; MSIE 8.0; Windows NT 6.1; Trident/4.0)',
'Mozilla/5.0 (compatible; MSIE 10.0; Windows NT 6.1; WOW64; Trident/6.0; SLCC2; .NET CLR 2.0.50727; .NET CLR 3.5.30729; .NET CLR 3.0.30729; Media Center PC 6.0; InfoPath.2; .NET4.0C; .NET4.0E)',
'Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.1 (KHTML, like Gecko) Maxthon/4.0.6.2000 Chrome/26.0.1410.43 Safari/537.1 ',
'Mozilla/5.0 (compatible; MSIE 10.0; Windows NT 6.1; WOW64; Trident/6.0; SLCC2; .NET CLR 2.0.50727; .NET CLR 3.5.30729; .NET CLR 3.0.30729; Media Center PC 6.0; InfoPath.2; .NET4.0C; .NET4.0E; QQBrowser/7.3.9825.400)',
'Mozilla/5.0 (Windows NT 6.1; WOW64; rv:21.0) Gecko/20100101 Firefox/21.0 ',
'Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.1 (KHTML, like Gecko) Chrome/21.0.1180.92 Safari/537.1 LBBROWSER',
'Mozilla/5.0 (compatible; MSIE 10.0; Windows NT 6.1; WOW64; Trident/6.0; BIDUBrowser 2.x)',
'Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/536.11 (KHTML, like Gecko) Chrome/20.0.1132.11 TaoBrowser/3.0 Safari/536.11']
url='http://quote.stockstar.com/stock/ranklist_a_3_1_'+str(page)+'.html'
request=urllib.request.Request(url=url,headers={"User-Agent":random.choice(user_agent)})#随机从user_agent列表中抽取一个元素
二是每抓一页随机休眠几秒，数值可根据实际情况改动。可参考：
import time
time.sleep(random.randrange(1,4))四、爬取股票代码
试验了很多代码，有两个代码还不错，能够爬取出部分股票数据。下面直接给出相关代码：
import requests
from bs4 import BeautifulSoup
import traceback
import re
def getHTMLText(url):
try:
r = requests.get(url)
r.raise_for_status()
r.encoding = r.apparent_encoding
return r.text
except:
return ""
def getStockList(lst, stockURL):
html = getHTMLText(stockURL)
soup = BeautifulSoup(html, 'html.parser')
a = soup.find_all('a')
for i in a:
try:
href = i.attrs['href']
lst.append(re.findall(r"[s][hz]\d{6}", href)[0])
except:
continue
def getStockInfo(lst, stockURL, fpath):
count = 0
for stock in lst:
url = stockURL + stock + ".html"
html = getHTMLText(url)
try:
if html == "":
continue
infoDict = {}
soup = BeautifulSoup(html, 'html.parser')
stockInfo = soup.find('div', attrs={'class': 'stock-bets'})
name = stockInfo.find_all(attrs={'class': 'bets-name'})[0]
infoDict.update({'股票名称': name.text.split()[0]})
keyList = stockInfo.find_all('dt')
valueList = stockInfo.find_all('dd')
for i in range(len(keyList)):
key = keyList[i].text
val = valueList[i].text
infoDict[key] = val
with open(fpath, 'a', encoding='utf-8') as f:
f.write(str(infoDict) + '\n')
count = count + 1
print("\r当前进度: {:.2f}%".format(count * 100 / len(lst)), end="")
except:
count = count + 1
print("\r当前进度: {:.2f}%".format(count * 100 / len(lst)), end="")
continue
def main():
stock_list_url = 'http://quote.eastmoney.com/stocklist.html'
stock_info_url = 'https://gupiao.baidu.com/stock/'
output_file = 'D:/BaiduStockInfo.txt'
slist = []
getStockList(slist, stock_list_url)
getStockInfo(slist, stock_info_url, output_file)
if __name__ == '__main__':
mian()测试过上述代码，能够下载部分股票数据的当日情况，但存在的问题是下载一阵之后就不再下载数据，且下载数据的效果并不理想，排版很乱。下面是爬取股票数据的结果：
另一个比较好的代码为：
import urllib
import urllib.request
import re
import random
import time
#抓取所需内容
user_agent = ["Mozilla/5.0 (Windows NT 10.0; WOW64)", 'Mozilla/5.0 (Windows NT 6.3; WOW64)',
'Mozilla/5.0 (Windows NT 6.1) AppleWebKit/537.11 (KHTML, like Gecko) Chrome/23.0.1271.64 Safari/537.11',
'Mozilla/5.0 (Windows NT 6.3; WOW64; Trident/7.0; rv:11.0) like Gecko',
'Mozilla/5.0 (Windows NT 5.1) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/28.0.1500.95 Safari/537.36',
'Mozilla/5.0 (Windows NT 6.1; WOW64; Trident/7.0; SLCC2; .NET CLR 2.0.50727; .NET CLR 3.5.30729; .NET CLR 3.0.30729; Media Center PC 6.0; .NET4.0C; rv:11.0) like Gecko)',
'Mozilla/5.0 (Windows; U; Windows NT 5.2) Gecko/2008070208 Firefox/3.0.1',
'Mozilla/5.0 (Windows; U; Windows NT 5.1) Gecko/20070309 Firefox/2.0.0.3',
'Mozilla/5.0 (Windows; U; Windows NT 5.1) Gecko/20070803 Firefox/1.5.0.12',
'Mozilla/5.0 (Macintosh; PPC Mac OS X; U; en) Opera 8.0',
'Mozilla/5.0 (Windows; U; Windows NT 5.1; en-US; rv:1.8.1.12) Gecko/20080219 Firefox/2.0.0.12 Navigator/9.0.0.6',
'Mozilla/4.0 (compatible; MSIE 8.0; Windows NT 6.1; Win64; x64; Trident/4.0)',
'Mozilla/4.0 (compatible; MSIE 8.0; Windows NT 6.1; Trident/4.0)',
'Mozilla/5.0 (compatible; MSIE 10.0; Windows NT 6.1; WOW64; Trident/6.0; SLCC2; .NET CLR 2.0.50727; .NET CLR 3.5.30729; .NET CLR 3.0.30729; Media Center PC 6.0; InfoPath.2; .NET4.0C; .NET4.0E)',
'Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.1 (KHTML, like Gecko) Maxthon/4.0.6.2000 Chrome/26.0.1410.43 Safari/537.1 ',
'Mozilla/5.0 (compatible; MSIE 10.0; Windows NT 6.1; WOW64; Trident/6.0; SLCC2; .NET CLR 2.0.50727; .NET CLR 3.5.30729; .NET CLR 3.0.30729; Media Center PC 6.0; InfoPath.2; .NET4.0C; .NET4.0E; QQBrowser/7.3.9825.400)',
'Mozilla/5.0 (Windows NT 6.1; WOW64; rv:21.0) Gecko/20100101 Firefox/21.0 ',
'Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.1 (KHTML, like Gecko) Chrome/21.0.1180.92 Safari/537.1 LBBROWSER',
'Mozilla/5.0 (compatible; MSIE 10.0; Windows NT 6.1; WOW64; Trident/6.0; BIDUBrowser 2.x)',
'Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/536.11 (KHTML, like Gecko) Chrome/20.0.1132.11 TaoBrowser/3.0 Safari/536.11']
stock_total=[] # 所有页面的股票数据
for page in range(1,8): # 下载1-7页的股票数据
url='http://quote.stockstar.com/stock/ranklist_a_3_1_'+str(page)+'.html'
request=urllib.request.Request(url=url,headers={"User-Agent":random.choice(user_agent)})#随机从user_agent列表中抽取一个元素
try:
response=urllib.request.urlopen(request)
except urllib.error.HTTPError as e: #异常检测
print('page=',page,'',e.code)
except urllib.error.URLError as e:
print('page=',page,'',e.reason)
content=response.read().decode('gbk') #读取网页内容
print('get page',page) #打印成功获取的页码
pattern=re.compile('<tbody[\s\S]*</tbody>')
body=re.findall(pattern,str(content))
pattern=re.compile('>(.*?)<')
stock_page=re.findall(pattern,body[0]) #正则匹配
stock_total.extend(stock_page)
time.sleep(random.randrange(1,4)) #每抓一页随机休眠几秒，数值可根据实际情况改动
#删除空白字符
stock_last=stock_total[:] #stock_last为最终所要得到的股票数据
for data in stock_total:
if data=='':
stock_last.remove('')
#打印部分结果
print('代码','\t','简称',' ','\t','最新价','\t',' ','涨跌幅','\t',' ','涨跌额','\t',' ','5分钟涨幅')
for i in range(0,len(stock_last),13): #原网页有13列数据，所以步长为13
print(stock_last[i],'\t',stock_last[i+1],' ','\t',stock_last[i+2],' ','\t',stock_last[i+3],' ','\t',stock_last[i+4],' ','\t',stock_last[i+5])
该代码可以直接下载股票的相应数据，存在的问题也是只能下载一部分数据。
目前关于如何下载一支股票的所有历史数据，还在学习中。。。。。。